-13.4%
NVD vs PL
+8.6%
-22.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +14.5% | -5.8% | +11.7% |
| 7D | +23.8% | +10.9% | +12.9% | +27.4% |
| 30D | +57.0% | -16.4% | +73.3% | +54.3% |
| 3M | +41.6% | -39.9% | +81.5% | +32.6% |
| 6M | +17.6% | -63.2% | +80.8% | +5.1% |
| YTD | -21.4% | -27.1% | +5.7% | -20.0% |
| All | -13.4% | +8.6% | -22.0% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling